You gotta get the celestial weapons. Not only they kick arse but also getting them "unlocks" the damage limit for your Aeons, i.e. Bahamut, Shiva, etc.. will be able to do more than 9,999 points of damage per hit. Each Aeon gets unlocked by a different weapon. Get one or two of your Aeons unlocked and Jecht will be history.
PS: Train in the Arena before going after Jecht again. It's harder but it is faster, so when you win there you will kick Jecht's bootie...
